Journal of Time Series Analysis

Table of Contents

Volume 24 Issue 2 (March 2003)

127-252

ORIGINAL ARTICLES

ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS

  • Author: Arup Bose, Kanchan Mukherjee
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00296 (p 127-136)

FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS

  • Author: Fabio Busetti, Andrew Harvey
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00297 (p 137-140)

SMOOTHING WITH AN UNKNOWN INITIAL CONDITION

  • Author: Piet De Jong, Singfat Chu‐Chun‐Lin
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00298 (p 141-148)

DYNAMIC STATE‐SPACE MODELS

  • Author: Wensheng Guo
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00299 (p 149-158)

A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS

  • Author: DAVID I. HARVEY, TERENCE C. MILLS
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00300 (p 159-164)

GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS

  • Author: L. KAVALIERIS, E. J. HANNAN, M. SALAU
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00301 (p 165-172)

STATIONARY TANGENT: THE DISCRETE AND NON‐SMOOTH CASE

  • Author: U. KEICH
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00302 (p 173-192)

SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES

  • Author: Pierre Perron, Gabriel Rodríguez
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00303 (p 193-220)

LEAVE‐ K ‐OUT DIAGNOSTICS IN STATE‐SPACE MODELS

  • Author: Tommaso Proietti
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00304 (p 221-236)

ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS

  • Author: Zacharias Psaradakis, Nicola Spagnolo
  • Pub Online: Mar 27, 2003
  • DOI: 10.1111/1467-9892.00305 (p 237-252)

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